AR(4) process for quarterly data. For the one-way error component model with remainder disturbances (u_{i t}) following

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AR(4) process for quarterly data. For the one-way error component model with remainder disturbances $u_{i t}$ following a specialized AR(4) process $u_{i t}=$ $ho u_{i, t-4}+\epsilon_{i t}$ with \(|ho|

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Econometric Analysis Of Panel Data

ISBN: 9783030539528

6th Edition

Authors: Badi H Baltagi

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Question Posted: Mar 02, 2024 11:01 PM

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AR(4) process for quarterly data. For the one-way error component model with remainder disturbances (u_{i t}) following

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(y -abi,..., Vi4 - Oabi, Yis - labi,..., ViT - abi) (5.21)

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Econometric Analysis Of Panel Data

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